Counterparty Credit Risk Audit Expert

vor 2 Wochen

Zurich, Schweiz UBS Vollzeit

Critères de l'offre

Description du poste

Are you a sharp evaluator of credit risk? Can you investigate complex situations and propose solutions? We're looking for someone like that who can:

- conduct reviews and audits of (i) probability of default, loss given default and expected loss; (ii) counterparty credit risk including over the counter, exchange traded derivatives and securities financing transactions, (iii) credit risk management across Financial Institutions (FI), Non-Banks Financial Institutions (NBFI) such as insurance companies, broker dealers, regulated and unregulated funds and Central Counterparties (including, limit setting, excess management and quality of the credit documentation), (iv) collateralized financings and (v) risk data aggregation and reporting.
- identify and evaluate the design effectiveness of controls designed to address those risks and independently conduct high quality tests to demonstrate operating effectiveness
- provide practical, innovative and value-added solutions to issues identified
- provide high quality input into the continuous risk assessment processes, identifying areas of increasing and emerging risks. Monitor issue resolution, risk profile and developments within a specific area and provide input into our audit planning
- analyze and assess credit risks assumed by both the business and support functions

Description du profil
- ideally 5 years in credit risk focusing on counterparty credit risk and FI and NBFI sectors. This experience could have been gained at a major financial institution, consulting firm or in an internal audit function
- a detailed understanding of banking operations and regulations (e.g. A-IRB, Basel II and III, IMM & Repo VAR, Concentration risk management) as well a quantitative approach to problem solving
- a good understanding of (i) over the counter, exchange traded, securities financing transactions and collateralized lending, (ii) PD&LGD and IMM&REPO VAR models and (iii) Concentration risks including correlation and contagion risks
- strong audit experience, preferably in an internal audit function of a comparable financial institutions
- good data analytical skills and willingness to keep up with industry, regulatory developments and learn new concepts and methods
- a university degree
- excellent command of written and spoken English; additional languages, especially German, are a plus
- reliable when working independently, with sound judgment to determine when to escalate issues
- risk focused, and capable of using data analytics to gain insights into transactions and clients
- a flexible and committed team player
- curious and willing to discover all aspects of the bank, with the ambition to advance your career in an international environment

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